Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain

DOI10.1287/IJOC.7.1.101zbMath0822.90140OpenAlexW2021992171MaRDI QIDQ4835454

Meredith J. Goldsmith, Daniel P. Heyman

Publication date: 1 June 1995

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.7.1.101

zbMATH Keywords

Gaussian eliminationaggregation/disaggregationfinite Markov chain

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (2)

A multi-cluster time aggregation approach for Markov chains ⋮ An Aggregation/Disaggregation Algorithm for Stochastic Automata Networks

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